Browse "IE-Journal Papers(저널논문)" by Subject Large-scale optimization

Showing results 1 to 2 of 2

1
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework

Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.9, pp.1341 - 1360, 2023-08

2
Value function gradient learning for large-scale multistage stochastic programming problems

Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.308, no.1, pp.321 - 335, 2023-07

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